Showing 1 - 5 of 5
Pragmatic-world nominal riskless rates are non-negative. However, conventional arbitrage theory has yet to develop a theoretical justification of this phenomenon. – We define the null-alternative cash as an investor holding onto cash and refraining from investment and consumption ("doing...
Persistent link: https://www.econbiz.de/10010296997
Persistent link: https://www.econbiz.de/10002184410
Persistent link: https://www.econbiz.de/10002147124
Persistent link: https://www.econbiz.de/10003182755
Portfolio Selection und Analgeentscheidungen in Finanzmärkten -- Treffen Investoren mit konstanter relativer Risikoaversion auch im Buy-and-Hold-Kontext myopische Portfolioentscheidungen? -- Faktorstruktur und Marktmodelle -- Effiziente Portefeuillestrukturen: von Harry Markowitz zur...
Persistent link: https://www.econbiz.de/10014014104